Interesting question...

 

They say the right question is half the answer. This seems to have occurred to me today.

So I suggest a topic for discussion: "What is volatility in forex anyway?" ;)

 
volatility
volatility


Price volatility. High volatility is a characteristic of a market prone to sharp fluctuations over a short period of time. Volatility is related to market activity.
In technical analysis indicators volatility is often measured by the standard deviation of the price. It is displayed by indicators such as Bollinger Bands and Average True Range.
 
Mischek писал(а) >>
volatility
volatility


Price volatility. High volatility is a characteristic of a market prone to sharp fluctuations over a short period of time. Volatility is related to market activity.
In technical analysis indicators volatility is often measured by the standard deviation of the price. It is displayed by indicators such as Bollinger Bands and Average True Range.
 
In general, I propose to separate volatility, i.e. overall volatility, from "volatility", i.e. the short-term stochastic component. Let's say the Eurodollar rose from 6.40 to 6.50, this is volatility. As we go along, the trend has grown in volatility by +-3 pips.
 
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Zef >> :
I, in general, propose to separate volatility, i.e. general variability from "volatility", i.e. the short-term stochastic component. Let's say the Eurodollar rose from 6.40 to 6.50, this is volatility. And in the process the trend increased volatility +-3 points.

The farther into the forest, the thicker the partisans

Sooner or later you have to stop

For yourself, if it's convenient, you can make up your own apparitions, events etc.

My definition of volatility is different - the length of the path in pips for a selected period of time.

 
- Volatility is when an empty market is suddenly filled with sellers, buyers and middlemen like us).
 
OK. The standard deviation, as I understand it, is with supporters of the random market. Is there anyone here who believes in a trend? :)
 
Azzx >> :
OK. The standard deviation, as I understand it, is with supporters of the random market. Is there anyone here who believes in a trend? :)

What's RMS got to do with it, it's just a variant of the amplitude detector formula

the amplitude envelope can be obtained by the arithmetic mean of the sum of the moduli MathAbs

Simply take the square root of the sum of the squares (i.e. standard deviation) and obtain a smoother curve

 
sab1uk >> :

What's RMS got to do with it, it's just a variant of the amplitude detector formula

the amplitude envelope can be obtained by the arithmetic mean of the sum of the moduli MathAbs

Simply take the square root of the sum of the squares (i.e. standard deviation) and obtain a smoother curve

That's not what I mean a little bit. Let's say a person believes in a trend. A situation occurs - for some time the volatility measured in some way has suddenly, let's say, dropped. What does he do?

 
Azzx >> :

>> His actions?

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